+112.4%
CNH vs WST
+441.1%
-328.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.3% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | -7.2% | +9.1% | -16.3% | -9.1% |
| 3M | +6.5% | +14.7% | -8.1% | +3.2% |
| 6M | +7.9% | +28.0% | -20.1% | +1.4% |
| YTD | +26.6% | +45.6% | -19.1% | +14.8% |
| 1Y | +13.8% | +45.7% | -31.9% | +3.1% |
| 3Y | +9.2% | +21.1% | -11.9% | -3.0% |
| 5Y | -15.6% | +0.3% | -15.9% | -22.8% |
| All | +112.4% | +441.1% | -328.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling